Seminar on Stochastic Analysis, Random Fields and Applications
Centro Stefano Franscini, Ascona, September 1996
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Author
Contributions
- Dozzi, Marco - Contributor
- Russo, Francesco - Contributor
Publication
1999 - Birkhäuser Basel, Basel, Switzerland
Language
English
Word Count
75,000 words, Guess
Page Count
300 pages
Physical Format
[electronic resource] :
Identifiers
- Open LibraryOL27087116M
- ISBN-139783034897273
- ISBN-103034897278
- OCLC Control Number851775598
- OCLC Control Numberseminaronstochas1996baru
Classifications
- DDC510
- LCCQA1-939
Description
This volume contains 20 refereed research or review papers presented at the six-day Second Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Veritá) in Ascona, Switzerland, from September 16 to 21, 1996. The seminar focused on three topics: stochastic analysis, with an emphasis on stochastic partial differential equations and measure-valued diffusions; applications of stochastic analysis to the engineering sciences; and financial modelling. The third topic was the subject of a minisymposium on stochastic methods in financial models.
Subjects
Series Statement
- Progress in Probability -- 45
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